-11.6%
HL vs SE
-47.8%
+36.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.4% |
| 7D | -11.1% | -0.5% | -10.6% | -10.9% |
| 30D | -12.1% | -20.9% | +8.9% | -3.4% |
| 3M | -26.1% | -38.9% | +12.8% | -10.0% |
| 6M | -37.7% | -19.4% | -18.3% | -33.4% |
| YTD | -31.7% | -40.9% | +9.2% | -9.7% |
| 1Y | -11.6% | -46.2% | +34.5% | +26.5% |
| All | -11.6% | -47.8% | +36.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling